+188.6%
LQD vs AXP
+1,450.4%
-1,261.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +0.2% | +0.6% | -0.3% | +0.2% |
| 30D | +2.4% | +5.8% | -3.4% | +2.2% |
| 3M | -0.9% | -6.0% | +5.1% | -0.7% |
| 6M | -2.3% | +0.3% | -2.6% | -2.4% |
| YTD | -1.7% | -12.3% | +10.5% | -1.4% |
| 1Y | -1.6% | -11.2% | +9.6% | -1.4% |
| 3Y | +17.6% | +117.0% | -99.4% | +14.5% |
| 5Y | -5.3% | +93.2% | -98.4% | -7.7% |
| 10Y | +23.3% | +461.2% | -437.9% | +16.6% |
| All | +188.6% | +1,450.4% | -1,261.8% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling